PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
JHNBX vs. PIMIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between JHNBX and PIMIX is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.7

Performance

JHNBX vs. PIMIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock Bond Fund (JHNBX) and PIMCO Income Fund Institutional Class (PIMIX). The values are adjusted to include any dividend payments, if applicable.

-3.00%-2.00%-1.00%0.00%1.00%2.00%SeptemberOctoberNovemberDecember2025
-1.39%
1.28%
JHNBX
PIMIX

Key characteristics

Sharpe Ratio

JHNBX:

0.61

PIMIX:

1.51

Sortino Ratio

JHNBX:

0.90

PIMIX:

2.23

Omega Ratio

JHNBX:

1.11

PIMIX:

1.29

Calmar Ratio

JHNBX:

0.25

PIMIX:

2.69

Martin Ratio

JHNBX:

1.56

PIMIX:

6.29

Ulcer Index

JHNBX:

2.21%

PIMIX:

1.01%

Daily Std Dev

JHNBX:

5.62%

PIMIX:

4.21%

Max Drawdown

JHNBX:

-20.10%

PIMIX:

-13.39%

Current Drawdown

JHNBX:

-8.76%

PIMIX:

-0.49%

Returns By Period

In the year-to-date period, JHNBX achieves a 0.45% return, which is significantly lower than PIMIX's 0.67% return. Over the past 10 years, JHNBX has underperformed PIMIX with an annualized return of 1.42%, while PIMIX has yielded a comparatively higher 4.40% annualized return.


JHNBX

YTD

0.45%

1M

0.45%

6M

-0.30%

1Y

2.42%

5Y*

-0.62%

10Y*

1.42%

PIMIX

YTD

0.67%

1M

0.67%

6M

1.66%

1Y

5.50%

5Y*

2.91%

10Y*

4.40%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


JHNBX vs. PIMIX - Expense Ratio Comparison

JHNBX has a 0.76% expense ratio, which is higher than PIMIX's 0.62% expense ratio.


JHNBX
John Hancock Bond Fund
Expense ratio chart for JHNBX: current value at 0.76% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.76%
Expense ratio chart for PIMIX: current value at 0.62% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.62%

Risk-Adjusted Performance

JHNBX vs. PIMIX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JHNBX
The Risk-Adjusted Performance Rank of JHNBX is 2424
Overall Rank
The Sharpe Ratio Rank of JHNBX is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of JHNBX is 2828
Sortino Ratio Rank
The Omega Ratio Rank of JHNBX is 2222
Omega Ratio Rank
The Calmar Ratio Rank of JHNBX is 1919
Calmar Ratio Rank
The Martin Ratio Rank of JHNBX is 2121
Martin Ratio Rank

PIMIX
The Risk-Adjusted Performance Rank of PIMIX is 7979
Overall Rank
The Sharpe Ratio Rank of PIMIX is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of PIMIX is 8181
Sortino Ratio Rank
The Omega Ratio Rank of PIMIX is 7979
Omega Ratio Rank
The Calmar Ratio Rank of PIMIX is 8989
Calmar Ratio Rank
The Martin Ratio Rank of PIMIX is 7070
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

JHNBX vs. PIMIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock Bond Fund (JHNBX) and PIMCO Income Fund Institutional Class (PIMIX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for JHNBX, currently valued at 0.61, compared to the broader market-1.000.001.002.003.004.000.611.51
The chart of Sortino ratio for JHNBX, currently valued at 0.90, compared to the broader market0.002.004.006.008.0010.0012.000.902.23
The chart of Omega ratio for JHNBX, currently valued at 1.11, compared to the broader market1.002.003.004.001.111.29
The chart of Calmar ratio for JHNBX, currently valued at 0.25, compared to the broader market0.005.0010.0015.0020.000.252.69
The chart of Martin ratio for JHNBX, currently valued at 1.56, compared to the broader market0.0020.0040.0060.0080.001.566.29
JHNBX
PIMIX

The current JHNBX Sharpe Ratio is 0.61, which is lower than the PIMIX Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of JHNBX and PIMIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00SeptemberOctoberNovemberDecember2025
0.61
1.51
JHNBX
PIMIX

Dividends

JHNBX vs. PIMIX - Dividend Comparison

JHNBX's dividend yield for the trailing twelve months is around 3.82%, less than PIMIX's 5.71% yield.


TTM20242023202220212020201920182017201620152014
JHNBX
John Hancock Bond Fund
3.82%4.16%3.79%3.58%2.95%3.10%3.14%3.52%3.23%3.20%3.51%4.46%
PIMIX
PIMCO Income Fund Institutional Class
5.71%6.27%6.21%6.40%4.02%4.89%5.86%5.68%5.41%5.57%7.84%6.30%

Drawdowns

JHNBX vs. PIMIX - Drawdown Comparison

The maximum JHNBX drawdown since its inception was -20.10%, which is greater than PIMIX's maximum drawdown of -13.39%. Use the drawdown chart below to compare losses from any high point for JHNBX and PIMIX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025
-8.76%
-0.49%
JHNBX
PIMIX

Volatility

JHNBX vs. PIMIX - Volatility Comparison

John Hancock Bond Fund (JHNBX) has a higher volatility of 1.48% compared to PIMCO Income Fund Institutional Class (PIMIX) at 1.24%. This indicates that JHNBX's price experiences larger fluctuations and is considered to be riskier than PIMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.50%1.00%1.50%2.00%SeptemberOctoberNovemberDecember2025
1.48%
1.24%
JHNBX
PIMIX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab